Change the Windows regional settings from US to a country that uses A4 such
as UK.
Then if necessary see
http://word.mvps.org/FAQs/AppErrors/BlankDocNotBlank.htm

For the first problem, just select A4 in the Page Setup dialog, click
Default..., and answer yes. It helps to also have A4 set as the default in
your printer Properties.

The error messages, however, suggest another problem. Go to Format | Columns
and click on the One icon (even if it appears to be already selected),
making sure that "Whole document" is selected under "Apply to." If this
solves the problem in one document, you'll need to make the same change in
Normal.dot; see
http://word.mvps.org/FAQs/AppErrors/BlankDocNotBlank.htm